Job Description
This is a front-office quant contract role focused on analytics integration and standardisation across FICC teams.
The goal is to improve consistency and efficiency in how analytics are shared and used across Rates, FX, and Credit teams — particularly by enhancing the integration between their respective pricing libraries.
You’ll work closely with quants and developers to align and convert analytics across asset classes, helping build a more unified and consistent framework across the trading floor.
A solid understanding of classic linear interest rate instruments (e.g. swaps, FRAs, basis swaps, FRNs) is essential, along with practical knowledge of how these products are structured using payment schedules, day count conventions, and market calendars.
The role requires someone confident working with a full range of interest rate instruments and the technical aspects of their implementation within quant libraries.
Initial 6-month contract, with potential for renewal every 6 months
Day rate: up to £800-£1000 Umbrella, depending on experience and prior compensation